Optimal Markov strategies for controlled Ito processes (Q751044)

From MaRDI portal
Revision as of 11:25, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Optimal Markov strategies for controlled Ito processes
scientific article

    Statements

    Optimal Markov strategies for controlled Ito processes (English)
    0 references
    0 references
    1989
    0 references
    See the review in Zbl 0684.60045.
    0 references
    optimal control problem
    0 references
    Green measures
    0 references
    Markov optimal control
    0 references

    Identifiers